+648.6%
HUBS vs PBR
+342.3%
+306.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +0.9% |
| 7D | -9.0% | +5.4% | -14.4% | -9.9% |
| 30D | +7.2% | +22.9% | -15.6% | +3.2% |
| 3M | +20.9% | +19.6% | +1.2% | +16.4% |
| 6M | -13.0% | +16.5% | -29.5% | -16.1% |
| YTD | -43.8% | +86.7% | -130.5% | -50.8% |
| 1Y | -54.6% | +74.7% | -129.4% | -59.8% |
| 3Y | -58.5% | +102.6% | -161.0% | -64.8% |
| 5Y | -66.4% | +566.6% | -633.0% | -78.6% |
| 10Y | +319.2% | +686.1% | -366.8% | +129.7% |
| All | +648.6% | +342.3% | +306.3% | +257.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PBR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling